-60.6%
CSGP vs MKSI
+214.8%
-275.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +2.9% |
| 7D | +1.3% | +12.2% | -10.8% | +1.2% |
| 30D | +2.8% | -8.0% | +10.9% | +3.1% |
| 3M | -6.3% | -29.5% | +23.2% | -5.0% |
| 6M | -3.2% | -31.9% | +28.8% | -3.8% |
| YTD | -54.0% | +35.3% | -89.3% | -59.6% |
| 1Y | -54.8% | +50.3% | -105.1% | -61.3% |
| 3Y | -60.6% | +216.4% | -277.0% | -76.0% |
| All | -60.6% | +214.8% | -275.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling